Just from memory, the countries that currently have nuclear weapons are: U.S., Great Britan, China, Germany, France, Russia, Pakistan, India and Israel. Interestingly enough, until the end of white rule in South Africa, they were a nuclear power as well. The outgoing government did not want to leave nukes in the hands of Mandela so they were dismantled. As to why so many countries have nuclear weapons, every country has them for their own individual reasons. The U.S. and the former U.S.S.R. developed their weapons programs as a means of deterrant against each other. Countries like Great Britan, France and West Germany developed their weapons programs as they would have been the first struck in a Soviet attack. Going further down the line, China's program can be traced to the split in the interpretation of Marxism with the Soviet Union. China no longer trusted the Soviets so they developed a detterant of their own. Getting to Israel, they developed their weapons in secret and have what is known as the Samson policy: if they are attacked again as they were in ( I think) '48 and '67, they can launch their weapons against neighboring arab countries.
As far as WHO should have nuclear weapons or other "WMD's", frankly no one should have them. In the post Soviet era, these weapons are no longer a neccesity. Unfortunatly, now that the U.S. is the strongest nation on Earth, many nations feel the need to begin programs of their own as a means of detterant against us. Thats where North Korea and Iran come in. These programs in the hands of unstable leaders means that nuclear weapons can get in the hands of terrorists who would surely love to level New York or Washington. Why the cabal that controls the white house chose to attack a nation that clearly had no nuclear weapons and pretended to have an active program because they knew Iran was developing their own weapons in conjuntion with North Korea is beyond reason. In doing this they have given North Korea and Iran the justification they needed to gain the weapons they want and, in the case of North Korea specifically, the opporitunity to sell them to the highest bidder.